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1
Conditional multifactor asset pricing model and market anomalies
Ranjan Dash, Saumya
;
Mahakud, Jitendra
- In:
Journal of Indian Business Research
5
(
2013
)
4
,
pp. 271-294
conditional specifications is able to capture the book-to-market equity,
liquidity
and medium-term momentum effect. The size …
Persistent link: https://www.econbiz.de/10014875196
Saved in:
2
Do asset pricing models explain size, and
liquidity
effects? : the case of an emerging stock market
Dash, Saumya Ranjan
;
Mahakud, Jitendra
- In:
Journal of emerging market finance
13
(
2014
)
3
,
pp. 217-251
Persistent link: https://www.econbiz.de/10010492038
Saved in:
3
Six-factor plus intellectual capital in the capital asset pricing model and excess stock return : empirical evidence in emerging stock markets
Maharani, Astrid
;
Narsa, I Made
- In:
Cogent economics & finance
11
(
2023
)
2
,
pp. 1-17
This study expands previous research by adding intellectual capital to the capital asset pricing model and deepening the measurement of intellectual capital using more comprehensive proxies. This study is novel in that it is related to evaluation according to market developments using tests on...
Persistent link: https://www.econbiz.de/10014502990
Saved in:
4
Dividend sensitivity to economic factors, stock valuation, and long-run risk
Bergeron, Claude
- In:
Finance research letters
10
(
2013
)
4
,
pp. 184-195
Persistent link: https://www.econbiz.de/10010252342
Saved in:
5
Multifactor conditional equity premium model : evidence from China's stock market
Cheng, Hang
;
Guo, Hui
;
Shi, Yongdong
- In:
Journal of banking and finance
161
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10015065800
Saved in:
6
The effects of multilateral trading systems on risk and return in equity markets
Ramiah, Vikash
;
Moosa, Imad A.
;
Huy Nguyen Anh Pham
; …
- In:
Applied economics
47
(
2015
)
43/45
,
pp. 4777-4792
Persistent link: https://www.econbiz.de/10011380787
Saved in:
7
Pricing of time-varying
liquidity
risk in Finnish stock market : new evidence
Ahmed, Sheraz
;
Hirvonen, Jani
;
Hussain, Syed Mujahid
- In:
The European journal of finance
25
(
2019
)
13
,
pp. 1147-1165
Persistent link: https://www.econbiz.de/10012207067
Saved in:
8
Cross-sectional stock returns in the UK market : the role of
liquidity
risk
Hwang, Soosung
;
Lu, Chensheng
- In:
Forecasting expected returns in the financial markets
,
(pp. 191-213)
.
2007
Persistent link: https://www.econbiz.de/10003557977
Saved in:
9
Betting against beta
Frazzinia, Andrea
;
Pedersen, Lasse Heje
- In:
Journal of financial economics
111
(
2014
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10010255547
Saved in:
10
Investor heterogeneity and commonality in stock return and
liquidity
Pan, Deng
;
Shi, Jing
;
Wu, Fei
;
Zhang, Bohui
- In:
Economic systems
39
(
2015
)
3
,
pp. 458-473
Persistent link: https://www.econbiz.de/10011532310
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